The day before you plan to grill, combine buttermilk and salt in a large bowl. Add chicken wings and submerge completely. Place the refrigerator for at least 12 hours, or up to 36.
For the sauce:
In a large saucepan, melt butter over medium heat. Add in remaining ingredients and bring to a simmer. Remove from heat, pour into a mixing bowl, and set aside.
To grill the wings:
Preheat one side of the grill to high heat. Leave the other side of the grill off.
When the grill is heated, add chicken to cool side of the grill using tongs. Be careful not to place any chicken on the hot side. Cook for 7 minutes on this indirect heat, flip, and cook for 7 more minutes.
Add chicken to sauce bowl. Stir chicken in the sauce to coat.
Add chicken to hot side of the grill. Cook 2-3 minutes over this direct heat or until crisped up, flip, and cook for 2 more minutes. Remove chicken from grill and place on a serving platter. Serve with desired dipping sauce and celery. Serve hot.
Notes
You can brush the sauce on the wings if you prefer that instead of stirring them in the sauce, but do this before you transfer them to the hot side of the grill.You can often find wings in the freezer section of your grocery store if you can't find them with all the other chicken in the meat department.Click here for some great tongs for flipping these on the grill.